[Rd] Optimisation methods

Martin Maechler Martin Maechler <maechler@stat.math.ethz.ch>
Sat, 2 Dec 2000 10:17:28 +0100

>>>>> "KH" == Kurt Hornik <Kurt.Hornik@ci.tuwien.ac.at> writes:

>>>>> Prof Brian D Ripley writes:
    >> On Fri, 1 Dec 2000 Robert.King@mailbox.gu.edu.au wrote:
    >>> I don't want to re-invent the wheel, and I'm trying to code up something
    >>> that does a Nelder-Mead simplex method to minimise a non-linear objective
    >>> function.  (I'm porting something I originally wrote in matlab, using the 
    >>> optimisation toolbox funciton fmins).
    >>> Is there already something available to do this included in R?
    >>> Do people have suggestions on the best way to do this?

    >> optim(method="Nelder-Mead")

    >> Now how did this not come up in a search: perhaps because of the way you
    >> spell optimization?  I have

    >>> help.search("optimisation")
    >> No help files found with name or title matching `optimisation'
    >>> help.search("optimization")
    >> Help files with name or title matching `optimization':

    >> partition(multiv)          Partitioning by Iterative Optimization 
    >> lmeScale(nlme)             Scale for lme Optimization
    >> portfolio.optim(tseries)   Portfolio Optimization
    >> optim(base)                General-purpose Optimization
    >> optimize(base)             One Dimensional Optimization

    >> which shows we probably need to find a way to check variant spellings.

    KH> I am not sure how easy it would be to use different dicitionaries.  But
    KH> a fuzzy grep which also returns near matches should be good enough for
    KH> what we need.  Not that I have such a beast readily available, though.

Good idea!

I have had `agrep' [ = approximate grep ], a main program in C,
which is quite smart,
but the COPYRIGHT is

>> This material was developed by Sun Wu and Udi Manber
>> at the University of Arizona, Department of Computer Science.
>> Permission is granted to copy this software, to redistribute it
>> on a nonprofit basis, and to use it for any purpose, subject to
>> the following restrictions and understandings.
>> 1. Any copy made of this software must include this copyright notice
>> in full.
>> 2. All materials developed as a consequence of the use of this
>> software shall duly acknowledge such use, in accordance with the usual
>> standards of acknowledging credit in academic research.
>> 3. The authors have made no warranty or representation that the
>> operation of this software will be error-free or suitable for any
>> application, and they are under under no obligation to provide any
>> services, by way of maintenance, update, or otherwise.  The software
>> is an experimental prototype offered on an as-is basis.
>> 4. Redistribution for profit requires the express, written permission
>> of the authors.

(which is from 1992 or so)
and I vague remember having had difficulties contacting the authors...

Anyone else knowing about developments with "agrep"
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